+27.8%
JHX vs NXT
+171.8%
-144.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.4% | -2.7% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | -5.0% | -20.0% | +15.0% | -2.0% |
| 3M | +24.5% | -30.9% | +55.4% | +30.5% |
| 6M | +34.9% | -23.8% | +58.7% | +38.9% |
| YTD | +39.3% | -5.4% | +44.8% | +39.5% |
| 1Y | +48.6% | +28.0% | +20.5% | +42.5% |
| 3Y | -2.0% | +93.3% | -95.3% | -13.0% |
| All | +27.8% | +171.8% | -144.0% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling